Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[46]) |
34 | 111.85 | - | - | - | - | - | - | - |
35 | 112.12 | - | - | - | - | - | - | - |
36 | 112.15 | - | - | - | - | - | - | - |
37 | 112.17 | - | - | - | - | - | - | - |
38 | 112.67 | - | - | - | - | - | - | - |
39 | 112.8 | - | - | - | - | - | - | - |
40 | 113.44 | - | - | - | - | - | - | - |
41 | 113.53 | - | - | - | - | - | - | - |
42 | 114.53 | - | - | - | - | - | - | - |
43 | 114.51 | - | - | - | - | - | - | - |
44 | 115.05 | - | - | - | - | - | - | - |
45 | 116.67 | - | - | - | - | - | - | - |
46 | 117.07 | - | - | - | - | - | - | - |
47 | 116.92 | 117.3186 | 116.7516 | 117.8856 | 0.0841 | 0.8049 | 1 | 0.8049 |
48 | 117 | 117.6293 | 116.9171 | 118.3414 | 0.0417 | 0.9745 | 1 | 0.9381 |
49 | 117.02 | 117.7054 | 116.8411 | 118.5697 | 0.06 | 0.9452 | 1 | 0.9252 |
50 | 117.35 | 118.2363 | 117.2381 | 119.2346 | 0.0409 | 0.9915 | 1 | 0.989 |
51 | 117.36 | 118.4393 | 117.313 | 119.5657 | 0.0302 | 0.971 | 1 | 0.9914 |
52 | 117.82 | 119.1107 | 117.8621 | 120.3593 | 0.0214 | 0.997 | 1 | 0.9993 |
53 | 117.88 | 119.2816 | 117.9145 | 120.6487 | 0.0222 | 0.9819 | 1 | 0.9992 |
54 | 118.24 | 119.9817 | 118.499 | 121.4643 | 0.0107 | 0.9973 | 1 | 0.9999 |
55 | 118.5 | 120.1967 | 118.6008 | 121.7926 | 0.0186 | 0.9919 | 1 | 0.9999 |
56 | 118.8 | 120.7696 | 119.0623 | 122.477 | 0.0119 | 0.9954 | 1 | 1 |
57 | 119.76 | 122.4554 | 120.638 | 124.2727 | 0.0018 | 1 | 1 | 1 |
58 | 120.09 | 122.8228 | 120.8967 | 124.749 | 0.0027 | 0.9991 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.0025 | -0.0034 | 0 | 0.1589 | 0 | 0 |
48 | 0.0031 | -0.0053 | 0.0044 | 0.396 | 0.2774 | 0.5267 |
49 | 0.0037 | -0.0058 | 0.0049 | 0.4698 | 0.3416 | 0.5844 |
50 | 0.0043 | -0.0075 | 0.0055 | 0.7856 | 0.4526 | 0.6727 |
51 | 0.0049 | -0.0091 | 0.0062 | 1.165 | 0.595 | 0.7714 |
52 | 0.0053 | -0.0108 | 0.007 | 1.666 | 0.7735 | 0.8795 |
53 | 0.0058 | -0.0118 | 0.0077 | 1.9645 | 0.9437 | 0.9714 |
54 | 0.0063 | -0.0145 | 0.0085 | 3.0334 | 1.2049 | 1.0977 |
55 | 0.0068 | -0.0141 | 0.0092 | 2.8788 | 1.3909 | 1.1794 |
56 | 0.0072 | -0.0163 | 0.0099 | 3.8795 | 1.6397 | 1.2805 |
57 | 0.0076 | -0.022 | 0.011 | 7.265 | 2.1511 | 1.4667 |
58 | 0.008 | -0.0223 | 0.0119 | 7.4683 | 2.5942 | 1.6107 |